Stability of Bayesian decisions. (With discussion)

DOI10.1016/0378-3758(94)90128-7zbMath0819.62012OpenAlexW2005987524MaRDI QIDQ1333147

Gabriella Salinetti

Publication date: 30 August 1995

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(94)90128-7

zbMATH Keywords

quadratic lossMarkov-type inequalitymisspecificationsexpected loss functionrobustness of Bayesian decision rulesstability of decision rule

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Foundations and philosophical topics in statistics (62A01) Decision theory for games (91A35)

Related Items

An overview of robust Bayesian analysis. (With discussion), Approximations of Bayes decision problems: The epigraphical approach, Consistency of statistical estimators of solutions to stochastic optimization problems, Robust Bayesian choice

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